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Moving Average cross with confirmation by distance b/w lines
Source: https://fxcodebase.com/code/viewtopic.php?f=29&t=639
Forum: 29 · Topic 639 · 8 post(s)
Moving Average cross with confirmation by distance b/w lines
Nikolay.Gekht · Tue Apr 13, 2010 7:54 pm
Updated by ng Jun, 08 a) Different moving average methods can be chosen for fast and slow MA b) Different prices (open, close, high…) can be chosen for fast and slow MA c) TMA (triangle) and TEMA (triple EMA) moving averages are added to the list.
The signals checks for the cross between two moving average lines and signals if the distance between lines become bigger that the specified during the next N bars. If lines do not diverge, the signal will not appear. If you specify 0 as the distance and 0 as a number of bars, the signal will work exactly as the standard MA cross signal.
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Code: Select all `function Init() strategy:name(“MA Corss with the confirmation by the distance between lines”); strategy:description(“The signal checks for the Moving Average crosses confirmed by the distance between the MA lines”);
strategy.parameters:addGroup(“Parameter”);
strategy.parameters:addInteger(“FMA_N”, “Fast Moving Average Period”, “”, 5); strategy.parameters:addString(“FMA_M”, “Fast Moving Average Method”, “The methods marked by an asterisk () require the appropriate strategys to be loaded.”, “MVA”); strategy.parameters:addStringAlternative(“FMA_M”, “MVA”, “”, “MVA”); strategy.parameters:addStringAlternative(“FMA_M”, “EMA”, “”, “EMA”); strategy.parameters:addStringAlternative(“FMA_M”, “LWMA”, “”, “LWMA”); strategy.parameters:addStringAlternative(“FMA_M”, “TMA”, “”, “TMA”); strategy.parameters:addStringAlternative(“FMA_M”, “SMMA”, “”, “SMMA”); strategy.parameters:addStringAlternative(“FMA_M”, “Vidya (1995)”, “”, “VIDYA”); strategy.parameters:addStringAlternative(“FMA_M”, “Vidya (1992)”, “”, “VIDYA92”); strategy.parameters:addStringAlternative(“FMA_M”, “Wilders”, “”, “WMA”); strategy.parameters:addStringAlternative(“FMA_M”, “TEMA”, “”, “TEMA1”); strategy.parameters:addString(“FMA_P”, “Fast Moving Average Price”, “”, “C”); strategy.parameters:addStringAlternative(“FMA_P”, “Open”, “”, “O”); strategy.parameters:addStringAlternative(“FMA_P”, “High”, “”, “H”); strategy.parameters:addStringAlternative(“FMA_P”, “Low”, “”, “L”); strategy.parameters:addStringAlternative(“FMA_P”, “Close”, “”, “C”); strategy.parameters:addStringAlternative(“FMA_P”, “Median”, “”, “M”); strategy.parameters:addStringAlternative(“FMA_P”, “Typical”, “”, “T”); strategy.parameters:addStringAlternative(“FMA_P”, “Weighted”, “”, “W”);
strategy.parameters:addInteger(“SMA_N”, “Slow Moving Average Period”, “”, 20); strategy.parameters:addString(“SMA_M”, “Slow Moving Average Method”, “The methods marked by an asterisk () require the appropriate strategys to be loaded.”, “MVA”); strategy.parameters:addStringAlternative(“SMA_M”, “MVA”, “”, “MVA”); strategy.parameters:addStringAlternative(“SMA_M”, “EMA”, “”, “EMA”); strategy.parameters:addStringAlternative(“SMA_M”, “LWMA”, “”, “LWMA”); strategy.parameters:addStringAlternative(“SMA_M”, “TMA”, “”, “TMA”); strategy.parameters:addStringAlternative(“SMA_M”, “SMMA”, “”, “SMMA”); strategy.parameters:addStringAlternative(“SMA_M”, “Vidya (1995)”, “”, “VIDYA”); strategy.parameters:addStringAlternative(“SMA_M”, “Vidya (1992)”, “”, “VIDYA92”); strategy.parameters:addStringAlternative(“SMA_M”, “Wilders”, “”, “WMA”); strategy.parameters:addStringAlternative(“SMA_M”, “TEMA”, “”, “TEMA1”);
strategy.parameters:addString(“SMA_P”, “Slow Moving Average Price”, “”, “C”); strategy.parameters:addStringAlternative(“SMA_P”, “Open”, “”, “O”); strategy.parameters:addStringAlternative(“SMA_P”, “High”, “”, “H”); strategy.parameters:addStringAlternative(“SMA_P”, “Low”, “”, “L”); strategy.parameters:addStringAlternative(“SMA_P”, “Close”, “”, “C”); strategy.parameters:addStringAlternative(“SMA_P”, “Median”, “”, “M”); strategy.parameters:addStringAlternative(“SMA_P”, “Typical”, “”, “T”); strategy.parameters:addStringAlternative(“SMA_P”, “Weighted”, “”, “W”);
strategy.parameters:addInteger(“Dist”, “Distance between MA (points) to confirm”, “”, 10); strategy.parameters:addInteger(“ConfN”, “Number of bars to confirm”, “Use 0 to confirm on the same bar only”, 3);
strategy.parameters:addString(“Type”, “Type of the price”, “”, “Bid”); strategy.parameters:addStringAlternative(“Type”, “Bid”, “”, “Bid”); strategy.parameters:addStringAlternative(“Type”, “Ask”, “”, “Ask”);
strategy.parameters:addString(“Period”, “Time frame”, “”, “m1”); strategy.parameters:setFlag(“Period”, core.FLAG_PERIODS);
strategy.parameters:addGroup(“Signal”);
strategy.parameters:addBoolean(“ShowAlert”, “Show Alert”, “”, true); strategy.parameters:addBoolean(“PlaySound”, “Play Sound”, “”, false); strategy.parameters:addFile(“SoundFile”, “Sound File”, “”, “”); end
local SoundFile; local FMA, SMA; local Dist; local ConfN; local BUY, SELL; local gSource = nil; – the source stream local first;
function CreateIndicator(method, n, price) local source; if not(gSource:isBar()) then source = gSource; elseif price == “O” then source = gSource.open; elseif price == “H” then source = gSource.high; elseif price == “L” then source = gSource.low; elseif price == “C” then source = gSource.close; elseif price == “M” then source = gSource.median; elseif price == “T” then source = gSource.typical; elseif price == “W” then source = gSource.weighted; end return core.indicators:create(method, source, n); end
function Prepare() local FastN, SlowN;
– collect parameters FMA_N = instance.parameters.FMA_N; SMA_N = instance.parameters.SMA_N; Dist = instance.parameters.Dist; ConfN = instance.parameters.ConfN;
assert(FMA_N < SMA_N, “Fast MA must be faster than slow MA”);
ShowAlert = instance.parameters.ShowAlert;
if instance.parameters.PlaySound then SoundFile = instance.parameters.SoundFile; else SoundFile = nil; end
assert(not(PlaySound) or (PlaySound and SoundFile ~= “”), “Sound File must be specified”);
BUY = “BUY”; SELL = “SELL”;
local fastsource, slowsource;
ExtSetupSignal(profile:id() .. “:”, ShowAlert); if instance.parameters.Period == “t1” then gSource = ExtSubscribe(1, nil, instance.parameters.Period, instance.parameters.Type == “Bid”, “close”); else gSource = ExtSubscribe(1, nil, instance.parameters.Period, instance.parameters.Type == “Bid”, “bar”); end
FMA = CreateIndicator(instance.parameters.FMA_M, instance.parameters.FMA_N, instance.parameters.FMA_P); SMA = CreateIndicator(instance.parameters.SMA_M, instance.parameters.SMA_N, instance.parameters.SMA_P);
first = math.max(FMA.DATA:first(), SMA.DATA:first()) + 1;
local pip; pip = gSource:pipSize(); if pip > 1 then – workaround for bug in Marketscope Apr, 10 release – for a history returned via getHistory() the pipSize returns precision – instead of pipsize Dist = math.pow(10, -pip) * Dist; else Dist = pip * Dist; end
local name = profile:id() .. “(“ .. instance.bid:instrument() .. “(“ .. instance.parameters.Period .. “),” .. instance.parameters.FMA_M .. “(“ .. instance.parameters.FMA_N .. “),” .. instance.parameters.SMA_M .. “(“ .. instance.parameters.SMA_N .. “),” .. Dist .. “,” .. ConfN .. “)”;
instance:name(name); end
local CurrDist = nil; local Signal = nil; local PrevDate = nil;
– when tick source is updated function ExtUpdate(id, source, period) – update moving average FMA:update(core.UpdateLast); SMA:update(core.UpdateLast);
if period <= first then return ; end
if CurrDist ~= nil and PrevDate < gSource:date(period) then CurrDist = CurrDist + 1; end
PrevDate = gSource:date(period);
if core.crossesOver(FMA.DATA, SMA.DATA, period) then CurrDist = 0; Signal = 1; elseif core.crossesOver(SMA.DATA, FMA.DATA, period) then CurrDist = 0; Signal = -1; end
if CurrDist ~= nil and CurrDist < ConfN then if Signal > 0 then if (FMA.DATA[period] - SMA.DATA[period]) >= Dist then ExtSignal(gSource, period, BUY, SoundFile); CurrDist = nil; end else if (SMA.DATA[period] - FMA.DATA[period]) >= Dist then ExtSignal(gSource, period, SELL, SoundFile); CurrDist = nil; end end end end
dofile(core.app_path() .. “\strategies\standard\include\helper.lua”);`
Re: Moving Average cross with confirmation by distance b/w lines
Shadow77 · Wed Apr 21, 2010 4:03 am
Hello, I got an error when i import this Custom signals can you please have a look
Re: Moving Average cross with confirmation by distance b/w lines
Nikolay.Gekht · Wed Apr 21, 2010 9:08 am
The first thing to check: you must use Signal->Manage Custom Signals, not Chart->Manage Custom Indicators.
Re: Moving Average cross with confirmation by distance b/w lines
Shadow77 · Wed Apr 21, 2010 9:31 am
Hi again, thanks it’s working great With your indication thanks again
Re: Moving Average cross with confirmation by distance b/w lines
patick · Thu May 06, 2010 9:40 pm
Thank you, again, very much…. great signal!
- If I could request one modification by adding TMA as an optional smoothing method?
Re: Moving Average cross with confirmation by distance b/w lines
Nikolay.Gekht · Tue Jun 08, 2010 3:29 pm
Updated.
Re: Moving Average cross with confirmation by distance b/w lines
NID007 · Wed Mar 23, 2011 11:02 am
Nikolay.Gekht wrote: Updated.
Hi Nikolay ,
Great strategy
can we please get this strategy to trade long and short on the signals and it must continue to fuction as it does currently , on a Tick (T) time frame ,as I want to trade it on a tick chart ,as this strategy works well . I must stress it must work on tick data please , many thanks for your positive work
rergards
Nid007
Re: Moving Average cross with confirmation by distance b/w lines
sunshine · Thu Mar 31, 2011 6:09 am
Hi NID007, Please find the strategy for this signal here: http://fxcodebase.com/code/viewtopic.php?f=31&t=3795